Smooth trading with overconfidence and market power
Albert S. Kyle, Anna A. Obizhaeva and Yajun Wang
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Kyle, Albert S. ; Obižaeva, Anna ; Wang, Yajun |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 85.2018, 1, p. 611-662
|
| Subject: | Market microstructure | Price impact | Liquidity | Transaction costs | Double auctions | Information aggregation | Rational expectations | Agreement to disagree | Imperfect competition | Keynesian beauty contest | Overconfidence | Strategic trading | Dynamic trading | Flash crash | Anlageverhalten | Behavioural finance | Marktmikrostruktur | Marktmacht | Market power | Rationale Erwartung | Unvollkommener Wettbewerb |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/restud/rdx017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011921402